Yes they do exist, they're active mainly in Auckland with a small official presence in Christchurch. Although Scientology claims thousands of members in New Zealand, the last Census count was 375. Scientologists can be vindictive - they did try (and fail) to get the husband of one ex-scientologist fired from his job after he attended a protest - but that's the worst I've heard of.
Protests can be pretty rockin' and there's sometimes delicious cake, so you may as well check out the next one - think it's the 16th of May. See kiwianon.com/forums for more info.